The bonds in a molecule, they're there, but they're smaller than the actual molecule, so they can't be made of that molecule. So what particles make atomic bonds? They're physically there, they can be seen by microscopes, but what makes up an atomic bond?
No, bonds can't be seen through the microscope.
Technically the simplest answer is that bonds are made of electrons, sadly it is imprecise to say the least (and even incorrect in a way).
I suppose better question is "what keeps the atoms of a molecule together". The answer is - electrostatic interactions (or Coulomb forces). You should already know opposite charges attract and identical charges repels. Imagine a H
2+ ionized molecule - it has two positively charged nuclei (protons) and one electrons. Now imagine that you put the electron in the middle between the nuclei - it is not difficult to calculate that the attraction of each proton and the electron is high enough that the repulsion between protons doesn't matter (note that the distance between protons is two times higher than the distance between proton and electron - and as the Coulomb forces change with the square of the distance, repulsion between protons is four times lower than the attraction between each proton and the electron). That makes the configuration stable.
It gets more complicated for more complicated molecules, and in fact electrons don't stay in a place, they rather occupy some space, so they don't behave like a point particles, but the idea stays the same - even if they are not present in a single place, they still interact with other charges, in the case of H
2+ it is like having a small cloud of charge between the protons.
Where the electrons reside, and what is the shape of the space they can be found in - that's what the quantum chemistry is about. But that would be completely over your head at the moment.